BigAMCP Bond Analysis

A comprehensive Model Context Protocol (MCP) server for convertible bond analysis using akshare data.

Features

This MCP server provides the following tools for convertible bond analysis:

🔍 Bond Discovery

• find_bond_by_name: Search for convertible bonds by name with fuzzy matching
• get_bond_metrics: Get real-time metrics for specific bonds

📊 Market Analysis

• screen_discount_arbitrage: Find bonds with discount arbitrage opportunities
• screen_special_opportunities: Advanced screening combining discount and clause triggers
• get_upcoming_bonds: Discover upcoming bond issuances and subscription opportunities

⚡ Real-time Monitoring

• monitor_bond_spread: Monitor intraday spread for specific bonds
• track_bond_clause_triggers: Track redemption and put clause trigger status

Installation

Using uvx (Recommended)

uvx bigamcp-bond-analysis

Using pip

pip install bigamcp-bond-analysis

Usage

As MCP Server

Start the server with stdio transport (default):

bigamcp-bond-analysis

Or with SSE transport:

bigamcp-bond-analysis --transport sse --host localhost --port 8000

With MCP Inspector

Test the server using MCP Inspector:

npx @modelcontextprotocol/inspector uvx bigamcp-bond-analysis

Configuration for Claude Desktop

Add to your claude_desktop_config.json:

{
  "mcpServers": {
    "bigamcp-bond-analysis": {
      "command": "uvx",
      "args": ["bigamcp-bond-analysis"]
    }
  }
}

Available Tools

find_bond_by_name

Search for convertible bonds by name.

Parameters:

• bond_name_query (string): Search query for bond name

Example:

{
  "bond_name_query": "平安"
}

get_bond_metrics

Get real-time metrics for specified bonds.

Parameters:

• bond_codes (array): List of 6-digit bond codes

Example:

{
  "bond_codes": ["113050", "128136"]
}

screen_discount_arbitrage

Screen for bonds with discount arbitrage opportunities.

Parameters:

• min_discount_rate (number, optional): Minimum discount rate threshold (default: -0.01)

track_bond_clause_triggers

Track clause trigger status for a specific bond.

Parameters:

• bond_code (string): 6-digit bond code

get_upcoming_bonds

Get upcoming bond events.

Parameters:

• days_ahead (number, optional): Number of days to look ahead (default: 30)

monitor_bond_spread

Monitor intraday spread for a bond.

Parameters:

• bond_code (string): 6-digit bond code

screen_special_opportunities

Advanced screening for special arbitrage opportunities.

Parameters:

• discount_threshold (number, optional): Discount rate threshold (default: -0.01)
• trigger_proximity_threshold (number, optional): Proximity threshold for triggers (default: 0.8)
• redemption_clause_days (number, optional): Days for redemption clause (default: 15)
• put_clause_days (number, optional): Days for put clause (default: 30)

Data Source

This server uses akshare library to fetch real-time convertible bond data from various Chinese financial data sources.

Requirements

• Python 3.10+
• Internet connection for data fetching

Development

Setup Development Environment

git clone <repository-url>
cd bigamcp-bond-analysis
uv sync --dev

Run Tests

uv run pytest

Code Formatting

uv run black src tests
uv run ruff check src tests

Type Checking

uv run mypy src

License

MIT License

Contributing

Contributions are welcome! Please feel free to submit a Pull Request.

Support

If you encounter any issues or have questions, please open an issue on GitHub.